Size, Fees and Investment Performance
Mariana F Trujillo
Today’s Date
## `geom_smooth()` using formula = 'y ~ x'
## `geom_smooth()` using formula = 'y ~ x'1 Top Plans by Size & Performance
## Warning: Returning more (or less) than 1 row per `summarise()` group was deprecated in
## dplyr 1.1.0.
## ℹ Please use `reframe()` instead.
## ℹ When switching from `summarise()` to `reframe()`, remember that `reframe()`
## always returns an ungrouped data frame and adjust accordingly.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.## `summarise()` has grouped output by 'plan'. You can override using the
## `.groups` argument.| plan | geo_return_23yr | mva_2023 |
|---|---|---|
| Utah Retirement Systems, Contributory Retirement System | 0.1151175 | 1226842000 |
| Utah Retirement Systems, Firefighters Retirement System | 0.1151175 | 1815120000 |
| Utah Retirement Systems, Tier 2 Public Employees Contributory Retirement System | 0.1022134 | 1673551000 |
| Minnesota State Retirement System (MSRS) Judges Retirement Plan | 0.1008374 | 268987000 |
| Minnesota State Retirement System (MSRS) State Patrol Retirement Plan | 0.0928089 | 943099000 |
| Minnesota Public Employees Retirement Association (MPERA) Local Government Correctional Employees Plan | 0.0919642 | 1067200000 |
| Nebraska County Employees Retirement System | 0.0882013 | 664891026 |
| Kansas Public Employees’ Retirement System | 0.0857687 | 25800659628 |
| Tri-County Metro Of Oregon Bargaining Unit Defined Benefit Plan | 0.0851987 | 708822000 |
| Arkansas Judicial Retirement Plan | 0.0832044 | 308094805 |
| plan | geo_return_23yr | mva_2023 |
|---|---|---|
| California Public Employees Retirement Fund | 0.0562477 | 464578144000 |
| California State Teachers Retirement System | 0.0626869 | 316918510000 |
| New York State & Local Employees Retirement System | 0.0640965 | 211183223000 |
| Texas Teacher Retirement System | 0.0591390 | 187170535558 |
| Florida Retirement System | 0.0626076 | 186357365968 |
| New York State Teachers’ Retirement System | 0.0650035 | 137221537000 |
| Ohio Public Employees Retirement System | 0.0629870 | 99596000000 |
| Virginia Retirement System | 0.0621338 | 98127270000 |
| Georgia Teachers Retirement System | 0.0596882 | 94991195000 |
| University of California Retirement System | 0.0557275 | 88262774000 |
2 Statistical test
##
## Call:
## lm(formula = return ~ log(prev_year_assets), data = data)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.42892 -0.06232 0.01433 0.07184 0.31931
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.0751418 0.0144753 5.191 2.16e-07 ***
## log(prev_year_assets) -0.0003422 0.0006683 -0.512 0.609
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.1077 on 6249 degrees of freedom
## Multiple R-squared: 4.194e-05, Adjusted R-squared: -0.0001181
## F-statistic: 0.2621 on 1 and 6249 DF, p-value: 0.6087## `geom_smooth()` using formula = 'y ~ x'
##
## Call:
## lm(formula = return ~ log(prev_year_assets), data = data)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.42892 -0.06232 0.01433 0.07184 0.31931
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.0751418 0.0144753 5.191 2.16e-07 ***
## log(prev_year_assets) -0.0003422 0.0006683 -0.512 0.609
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.1077 on 6249 degrees of freedom
## Multiple R-squared: 4.194e-05, Adjusted R-squared: -0.0001181
## F-statistic: 0.2621 on 1 and 6249 DF, p-value: 0.6087